+8.3%
CNP vs ACM
-46.6%
+54.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.4% | -3.5% |
| 7D | -1.3% | +9.5% | -10.8% | -1.4% |
| 30D | +8.7% | +14.7% | -6.0% | +8.5% |
| 3M | -0.7% | -9.5% | +8.8% | -1.0% |
| 6M | -4.2% | -18.0% | +13.9% | -4.6% |
| YTD | +8.9% | -27.3% | +36.1% | +7.9% |
| 1Y | +8.3% | -47.0% | +55.3% | +9.8% |
| All | +8.3% | -46.6% | +54.9% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling